ICE Russell 2000 Mini Future December 2017

Trading Metrics calculated at close of trading on 09-Nov-2017

Day Change Summary
	Previous	Current
	08-Nov-2017	09-Nov-2017	Change	Change %	Previous Week
Open	1,474.9	1,483.4	8.5	0.6%	1,507.5
High	1,483.1	1,485.4	2.3	0.2%	1,516.5
Low	1,466.9	1,461.5	-5.4	-0.4%	1,482.5
Close	1,482.4	1,477.3	-5.1	-0.3%	1,495.0
Range	16.2	23.9	7.7	47.5%	34.0
ATR	15.9	16.5	0.6	3.6%	0.0
Volume	48,607	62,467	13,860	28.5%	192,819

Daily Pivots for day following 09-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,546.5	1,535.8	1,490.5
R3	1,522.5	1,511.8	1,483.8
R2	1,498.8	1,498.8	1,481.8
R1	1,488.0	1,488.0	1,479.5	1,481.3
PP	1,474.8	1,474.8	1,474.8	1,471.5
S1	1,464.0	1,464.0	1,475.0	1,457.5
S2	1,450.8	1,450.8	1,473.0
S3	1,427.0	1,440.3	1,470.8
S4	1,403.0	1,416.3	1,464.3

Weekly Pivots for week ending 03-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,600.0	1,581.5	1,513.8
R3	1,566.0	1,547.5	1,504.3
R2	1,532.0	1,532.0	1,501.3
R1	1,513.5	1,513.5	1,498.0	1,505.8
PP	1,498.0	1,498.0	1,498.0	1,494.0
S1	1,479.5	1,479.5	1,492.0	1,471.8
S2	1,464.0	1,464.0	1,488.8
S3	1,430.0	1,445.5	1,485.8
S4	1,396.0	1,411.5	1,476.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,503.3	1,461.5	41.8	2.8%	18.0	1.2%	38%	False	True	42,154
10	1,516.5	1,461.5	55.0	3.7%	20.3	1.4%	29%	False	True	41,422
20	1,516.5	1,461.5	55.0	3.7%	16.5	1.1%	29%	False	True	38,007
40	1,518.0	1,421.4	96.6	6.5%	14.5	1.0%	58%	False	False	41,123
60	1,518.0	1,349.1	168.9	11.4%	13.5	0.9%	76%	False	False	32,776
80	1,518.0	1,349.1	168.9	11.4%	12.5	0.9%	76%	False	False	24,596
100	1,518.0	1,349.1	168.9	11.4%	11.5	0.8%	76%	False	False	19,680

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,587.0
2.618	1,548.0
1.618	1,524.0
1.000	1,509.3
0.618	1,500.3
HIGH	1,485.5
0.618	1,476.3
0.500	1,473.5
0.382	1,470.8
LOW	1,461.5
0.618	1,446.8
1.000	1,437.5
1.618	1,422.8
2.618	1,399.0
4.250	1,360.0

Fisher Pivots for day following 09-Nov-2017
Pivot	1 day	3 day
R1	1,476.0	1,481.0
PP	1,474.8	1,479.8
S1	1,473.5	1,478.5

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols